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Trade: SAND/USDT/360/MIDPOINT/ALMA/2381

Strategy
SAND/USDT/360/MIDPOINT/ALMA/2381
Pair
SAND_USDT
Interval
6h
Score
485193
Daily Profit
0.226221
Profit Factor
2.486372
Profitability
62.500000
Streak
0.000000
Best Strategy
Training Data Length
1880.750000
Evaluation Time
2025-10-08 09:18
Expiration Time
2025-12-03 12:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1057402.946 134453.7064 -1191856.6523 -28384.9029 6909446.6385 -6937831.5414
Total P&L (%) -1057.4029 134.4537 -1191.8567 -28.3849 6909.4466 -6937.8315
Avg Daily Profit (%) -0.5622 0.0715 -0.6337 -0.0178 0.2262 0
Buy And Hold Return (%) 493.1203 493.1203 493.1203 493.1203 493.1203 493.1203
Max Trade Drawdown -1356993 -160919 -1237346 -8277155 -1769827 -11296260
Profit Factor 0.4268 1.4129 0.2155 0.9985 2.4864 0.5061
Total Trades 63 32 31 63 32 31
Winning Trades 32 13 19 34 20 14
Losing Trades 31 19 12 29 12 17
Profitability (%) 50.7937 40.625 61.2903 53.9683 62.5 45.1613
Ratio Avg Win / Avg Loss 0.4135 2.065 0.1361 0.8516 1.4918 0.6146
Largest Winning Trade 194866 194866 34847 3988201 3988201 3271169
Largest Losing Trade -690891 -52387 -690891 -3353840 -1769827 -3353840
Avg Bars in Trades 112 84 140 112 84 140
Avg Bars in Winners 82 50 103 129 103 165
Avg Bars in Losers 142 107 199 92 52 120
Bars Traded 7056 2696 4360 7056 2696 4360
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -731674 -265058 -579354 -731263 485193 -582699
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7523,
    "evaluation_days": 1880.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602784800000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759904324368,
    "expiration_time": 1764756504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            -1057402.9459987818,
            134453.7063510291,
            -1191856.6523498115,
            -28384.9029334373,
            6909446.638484862,
            -6937831.541418294
        ],
        [
            -1057.402946,
            134.453706,
            -1191.856652,
            -28.384903,
            6909.446638,
            -6937.831541
        ],
        [
            -0.562224,
            0.071489,
            -0.633713,
            -0.01775,
            0.226221,
            0
        ],
        [
            493.120338,
            493.120338,
            493.120338,
            493.120338,
            493.120338,
            493.120338
        ],
        [
            -1356993,
            -160919,
            -1237346,
            -8277155,
            -1769827,
            -11296260
        ],
        [
            0.426838,
            1.41287,
            0.215472,
            0.998482,
            2.486372,
            0.506111
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            32,
            13,
            19,
            34,
            20,
            14
        ],
        [
            31,
            19,
            12,
            29,
            12,
            17
        ],
        [
            50.793651,
            40.625,
            61.290323,
            53.968254,
            62.5,
            45.16129
        ],
        [
            0.413499,
            2.064964,
            0.136088,
            0.851646,
            1.491823,
            0.614563
        ],
        [
            194866,
            194866,
            34847,
            3988201,
            3988201,
            3271169
        ],
        [
            -690891,
            -52387,
            -690891,
            -3353840,
            -1769827,
            -3353840
        ],
        [
            112,
            84,
            140,
            112,
            84,
            140
        ],
        [
            82,
            50,
            103,
            129,
            103,
            165
        ],
        [
            142,
            107,
            199,
            92,
            52,
            120
        ],
        [
            7056,
            2696,
            4360,
            7056,
            2696,
            4360
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -731674,
            -265058,
            -579354,
            -731263,
            485193,
            -582699
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7523,
    "evaluation_days": 1880.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602784800000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759904324368,
    "expiration_time": 1764756504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)